chenmh_gsvd.m

Frequently used algorithms for numerical analysis and signal processing

function [U,V,D,X] = Chenmh_GSVD(G,r);
m = size(G,1);
[Q,R] = qr(G,0);
[U,V,D] = Chenmh_CSD(Q,r);
X = (V'*R)';